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Solving Linear Recurrence Relations

This is a guide regarding solving Linear Recurrences. Useful for solving recurrences in Markov Chain based problems

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0% found this document useful (0 votes)
75 views4 pages

Solving Linear Recurrence Relations

This is a guide regarding solving Linear Recurrences. Useful for solving recurrences in Markov Chain based problems

Uploaded by

duppu7
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Solving Linear Recurrence Relations

1. Linear Homogeneous Recurrence Relations with Con-


stant Coefficients

A recurrence relation is said to be linear homogeneous with constant coefficients if it


is of the form:
an = c1 an−1 + c2 an−2 + · · · + ck an−k
where c1 , . . . , ck are constants and the right-hand side involves only the previous terms (no
constant or non-zero function).

Steps to Solve
Step 1. Write the recurrence in standard form.

Step 2. Form the characteristic (auxiliary) equation by replacing an with rn . The result
is:
rk − c1 rk−1 − c2 rk−2 − · · · − ck = 0

Step 3. Solve the characteristic equation to find the roots.

• If all roots are real and distinct: General solution is

an = A1 r1n + A2 r2n + · · · + Ak rkn

• If there are repeated roots: For a root r with multiplicity m, include terms:

(B0 + B1 n + · · · + Bm−1 nm−1 )rn

• If complex roots exist: Use Euler’s formula to express in real form.

Step 4. Use initial conditions to solve for constants A1 , A2 , . . .

1
Example

Solve:
an = 5an−1 − 6an−2 , a0 = 0, a1 = 1

Solution: Characteristic equation:

r2 − 5r + 6 = 0 ⇒ (r − 2)(r − 3) = 0 ⇒ r = 2, 3

General solution:
an = A · 2n + B · 3n
Using initial conditions:

a0 = A + B = 0a1 = 2A + 3B = 1 ⇒ A = −1, B = 1

Final answer:
an = −2n + 3n

2
2. Linear Non-Homogeneous Recurrence Relations

These take the form:

an = c1 an−1 + c2 an−2 + · · · + ck an−k + f (n)

Where f (n) ̸= 0 is a known function.

Solution Structure

an = a(h) (p)
n + an

Where:

(h)
• an : General solution to the associated homogeneous equation.
(p)
• an : Particular solution to the non-homogeneous equation.

Steps to Solve
(h)
Step 1. Solve the associated homogeneous recurrence (as above) to get an .
(p)
Step 2. Guess a particular solution an depending on the form of f (n):
(p)
• If f (n) is a polynomial of degree d: Try an = P (n) (a polynomial of degree d).
(p)
• If f (n) = c · rn : Try an = Arn
(p)
• If f (n) = c · nk rn : Try an = (A0 + A1 n + · · · + Ak nk )rn

If the guess overlaps with the homogeneous solution, multiply by n, n2 , etc., until it
doesn’t.
(p)
Step 3. Plug into the recurrence to solve for coefficients in an .
(h) (p)
Step 4. Add both parts: an = an + an

Step 5. Use initial conditions to solve for constants.

3
Example

Solve:
an = 2an−1 − an−2 + 3, a0 = 1, a1 = 3

Step 1: Solve homogeneous equation:

an = 2an−1 − an−2 ⇒ r2 − 2r + 1 = 0 ⇒ (r − 1)2 = 0

General solution:
a(h)
n = A + Bn

(p)
Step 2: Particular solution (constant RHS = 3): Try an = C

Plug into full recurrence:

C = 2C − C + 3 ⇒ C = C + 3 ⇒ Contradiction ⇒ Try linear: a(p)


n = Cn

Plug in:

Cn = 2C(n − 1) − C(n − 2) + 3 = 2C(n − 1) − C(n − 2) + 3 = 2C(n − 1) − C(n − 2) + 3


(p)
Try quadratic: an = Dn2

Eventually, find:
a(p)
n = 3n ⇒ (can verify by substitution)

Step 3: Final solution:


an = A + Bn + 3n = A + (B + 3)n
Use initial conditions:

a0 = A = 1a1 = A + (B + 3) = 3 ⇒ 1 + B + 3 = 3 ⇒ B = −1

Final answer:
an = 1 + 2n

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